Improved estimators for simultaneous estimation of variance components

被引:0
作者
Klonecki, W [1 ]
Zontek, S [1 ]
机构
[1] POLISH ACAD SCI,INST MATH,PL-51617 WROCLAW,POLAND
关键词
variance components; quadratic risk function; improved estimators; Bayesian estimators;
D O I
10.1016/0167-7152(95)00153-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Simultaneous estimation of variance components under quadratic risk is discussed. The estimators considered are scale preserving and location invariant and permit a simple closed expression for risk. For several one-way random normal models, nonnegative estimators are constructed which are comparable to the maximum likelihood estimators and to some of Portnoy's (1971) estimators.
引用
收藏
页码:33 / 43
页数:11
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